Hi Andy,
Maybe it's just me, but the "left out data" threw me off. Perhaps, I would 
integrate with your previous comments:

best_estimator_

estimator

Estimator that was chosen by the search, i.e. estimator which gave highest 
average score (or smallest loss if specified) over the cross-validation folds. 
on the left out data.

best_score_

float

Highest average score of the best_estimator computed above on the left out data.


Thank you,



From: Andy [mailto:[email protected]]
Sent: Friday, July 25, 2014 3:50 PM
To: [email protected]
Subject: Re: [Scikit-learn-general] gridSearchCV best_estimator_ best_score_

The best_score_ is the mean score of the best parameter averaged over folds.
best_estimator_ is the estimator with these parameters retrained on the whole 
training set.
If this is not clear from the docstring, what alternative would you propose?

Best,
Andy

On 07/25/2014 09:32 PM, Pagliari, Roberto wrote:
I'm not sure if I understand the documentation of gridSearchCV:

best_estimator_

estimator

Estimator that was chosen by the search, i.e. estimator which gave highest 
score (or smallest loss if specified) on the left out data.

best_score_

float

Score of best_estimator on the left out data.



Shouldn't they be the best estimator and best score averaged over the k 
partition (when using kfold for cross validation)?

If not, is there a way to set this constraint?

Thank you,




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